-10.3%
KHC vs ALL
+118.4%
-128.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.4% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -1.9% | -1.5% | -0.4% | -1.7% |
| 3M | +14.4% | +23.6% | -9.2% | +9.2% |
| 6M | +8.7% | +22.3% | -13.6% | +3.9% |
| YTD | +7.8% | +26.5% | -18.7% | +2.1% |
| 1Y | -1.5% | +27.0% | -28.5% | -6.9% |
| 3Y | -9.9% | +149.6% | -159.4% | -26.8% |
| All | -10.3% | +118.4% | -128.7% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling